+60.2%
BX vs BAM
+86.2%
-26.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -1.0% |
| 7D | +1.8% | +9.7% | -7.9% | -5.6% |
| 30D | +7.9% | +19.0% | -11.1% | -6.0% |
| 3M | -9.6% | +0.6% | -10.2% | -10.0% |
| 6M | -2.3% | +11.1% | -13.3% | -10.0% |
| YTD | -19.3% | +4.2% | -23.5% | -21.8% |
| 1Y | -13.2% | +3.3% | -16.6% | -15.6% |
| 3Y | +33.8% | +88.8% | -55.0% | -10.9% |
| All | +60.2% | +86.2% | -26.0% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BAM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling